+188.5%
GD vs BN
+271.1%
-82.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -5.0% | +5.3% | -10.3% | -6.9% |
| 30D | +8.9% | +11.9% | -3.0% | +4.3% |
| 3M | -8.0% | -5.7% | -2.3% | -6.4% |
| 6M | +2.9% | -10.6% | +13.5% | +6.5% |
| YTD | +7.1% | -9.4% | +16.4% | +9.5% |
| 1Y | +5.9% | -8.8% | +14.7% | +7.9% |
| 3Y | +53.9% | +95.6% | -41.8% | +12.2% |
| 5Y | +95.4% | +30.2% | +65.3% | +64.6% |
| All | +188.5% | +271.1% | -82.6% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling